VIX FUTURES - CBOE FUTURES EXCHANGE                                  Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($1000 X INDEX)                                      OPEN INTEREST:      340,437
COMMITMENTS
  81,491   98,439   44,444  188,646  167,785  314,581  310,668   25,856   29,769

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     17,908)
  -4,746   -5,332    3,262   16,690   17,481   15,206   15,411    2,702    2,497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9     28.9     13.1     55.4     49.3     92.4     91.3      7.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      27       56       53       29       36       93      115
 

Updated April 20, 2012